Efficient MCMC Sampling with Dimension-Free Convergence Rate using ADMM-type Splitting.

Maxime Vono Daniel Paulin Arnaud Doucet

Published in: J. Mach. Learn. Res. (2022)

Keyphrases

convergence rate
learning rate
convergence speed
monte carlo
step size
mutation operator
primal dual
markov chain monte carlo
computationally efficient
convex optimization
faster convergence rate
numerical stability
random sampling
low memory requirements
wavelet neural network
probabilistic model
markov chain